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10 changes: 10 additions & 0 deletions ext/DualizationJuMPExt/DualizationJuMPExt.jl
Original file line number Diff line number Diff line change
Expand Up @@ -146,4 +146,14 @@ function Dualization._get_dual_parameter(
return JuMP.VariableRef(dual_model, moi_dual_vi)
end

function Dualization._get_dual_slack_variable(
dual_model::JuMP.Model,
primal_ref::JuMP.VariableRef,
)
map = _get_primal_dual_map(dual_model)
moi_primal_vi = JuMP.index(primal_ref)
moi_dual_vi = Dualization._get_dual_slack_variable(map, moi_primal_vi)
return JuMP.VariableRef(dual_model, moi_dual_vi)
end

end # module DualizationJuMPExt
4 changes: 4 additions & 0 deletions src/structures.jl
Original file line number Diff line number Diff line change
Expand Up @@ -184,6 +184,10 @@ function _get_dual_parameter(m::PrimalDualMap, vi::MOI.VariableIndex)
return m.primal_parameter_to_dual_parameter[vi]
end

function _get_dual_slack_variable(m::PrimalDualMap, vi::MOI.VariableIndex)
return m.primal_var_in_quad_obj_to_dual_slack_var[vi]
end

function Base.getproperty(m::PrimalDualMap{T}, name::Symbol) where {T}
if name === :constrained_var_idx
error(
Expand Down
16 changes: 16 additions & 0 deletions test/Tests/test_JuMP_dualize.jl
Original file line number Diff line number Diff line change
Expand Up @@ -128,4 +128,20 @@ end
con = Dualization._get_dual_constraint(dual_model, cv)
@test con isa ConstraintRef
end
@testset "JuMP parametric quadratic" begin
model = Model()
@variable(model, x)
@variable(model, p ∈ Parameter(2.0))
@constraint(model, c, x <= p)
@objective(model, Max, 3x + x^2)
dual_model = dualize(model, dual_names=DualNames())
param = Dualization._get_dual_parameter(dual_model, p)
@test param isa VariableRef
@test owner_model(param) === dual_model
@test MOI.get(dual_model, MOI.VariableName(), param) == "param_p"
quadslack = Dualization._get_dual_slack_variable(dual_model, x)
@test quadslack isa VariableRef
@test owner_model(quadslack) === dual_model
@test MOI.get(dual_model, MOI.VariableName(), quadslack) == "quadslack_x"
end
end
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